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Re: Forecasting from a VAR
Posted: Wed Jan 23, 2013 1:05 am
by EViews Gareth
Add-ins are not available in EViews 6.
Re: Forecasting from a VAR
Posted: Wed Jan 23, 2013 3:46 am
by runawayyy
So in which version of Eviews is it available ?
Forecasting from a VAR
Posted: Thu Jul 30, 2015 6:46 am
by joaopaulocaetano
Good morning. About the process of estimation and projection of VAR models, I would get a clarification. When I'm working with monthly or quarterly series, which occurs in most of them there is seasonal processes. In that case, I wonder if when using some series to compose my VAR I need to model before running it, make the seasonal adjustment? And if so, what is the best fit option? It would be an ARIMA? I thank the attention.
Re: Forecasting from a VAR
Posted: Thu Jul 30, 2015 12:28 pm
by trubador
Depends on the type of seasonality, but in practice researchers usually seasonally adjust the variables before putting them into a VAR model. You can use seasonal dummies as regressors in a VAR model, but then you may lose too many degrees-of-freedom. Census X12 and TRAMO-SEATS are the most common adjustment procedures used in practice. Both are available in EViews. Please see the Help files for details...